DE/LU Day-Ahead Price Forecast Nov 25-Dec 7: Wind Volatility Drives €310 Peak

Leo Semmelmann

24 Nov 2025 — 3 min read

We forecast the next two weeks of quarter-hourly day-ahead prices on the German electricity market based on our flagship Quantum 0.1 model, which we describe here in detail. The actual forecast values can be downloaded in this Google Sheet. In the following, you can find an LLM-generated interpretation of the next two weeks' forecast.

🕐 Hourly Price Pattern: Prices demonstrate a consistent rhythm with overnight lows averaging €85 from 00:00–04:00, accelerating through morning hours to €145 at 07:00, then sharply climbing to €172 at 16:00, before gradually declining to €95 by 22:00 across the entire 13-day forecast window.
💨 Wind-Price Dominance: Wind speed shows strong inverse relationship with prices, correlating at -0.630, where December 5 peak winds averaging 16.0 m/s yield prices around €88, while November 29 with 10.7 m/s winds compressed daily range to €68, demonstrating that elevated wind output consistently suppresses day-ahead pricing.
⚡ Standout Peak Events: November 26 produced the maximum price spike at €314.71 during 07:00 with only 4.9 m/s wind support and 91% cloud cover, followed by December 1 reaching €273.29 at 16:00, indicating both days faced supply constraints with limited renewable generation despite normal wind conditions.
📈 Peak Pricing Hours: Hour 16 (4 PM) consistently captures the highest average price of €172.36 across all days, with November 26 reaching €314.71 and December 1 at €273.29, while hours 2–4 (2 AM–4 AM) remain the lowest-priced periods, averaging €81–85, creating a predictable €87–90 differential.
📊 Daily Range Volatility: Price swings range from €68 to €210 daily, with November 26 showing the widest spread of €210 (minimum €105 to maximum €314.71), whereas high-wind days like December 5 compressed volatility to €71 despite strong winds, and December 6 recorded the absolute minimum price of €5.40 at midnight amid minimal renewable output.

Our last week's free forecast of German day-ahead electricity prices had an overall MAE of 19.11 EUR/MWh. We successfully forecasted a >250€/MWh peak on Friday, 21st November. A 50MWh/25MW battery storage, with 2 allowed equivalent full cycles per day, and operated with our Quantum0.1 forecast, realized a 24,016€ profit. We achieved 72% of the theoretical optimum of 33,218 € (based on a perfect week-ahead forecast).